| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1,500.7 |
1,506.2 |
5.5 |
0.4% |
1,510.9 |
| High |
1,510.2 |
1,507.5 |
-2.7 |
-0.2% |
1,518.0 |
| Low |
1,499.7 |
1,491.8 |
-7.9 |
-0.5% |
1,501.1 |
| Close |
1,506.4 |
1,503.1 |
-3.3 |
-0.2% |
1,506.2 |
| Range |
10.5 |
15.7 |
5.2 |
49.5% |
16.9 |
| ATR |
11.9 |
12.1 |
0.3 |
2.3% |
0.0 |
| Volume |
33,956 |
37,955 |
3,999 |
11.8% |
145,400 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.0 |
1,541.3 |
1,511.8 |
|
| R3 |
1,532.3 |
1,525.5 |
1,507.5 |
|
| R2 |
1,516.5 |
1,516.5 |
1,506.0 |
|
| R1 |
1,509.8 |
1,509.8 |
1,504.5 |
1,505.3 |
| PP |
1,500.8 |
1,500.8 |
1,500.8 |
1,498.5 |
| S1 |
1,494.0 |
1,494.0 |
1,501.8 |
1,489.5 |
| S2 |
1,485.0 |
1,485.0 |
1,500.3 |
|
| S3 |
1,469.5 |
1,478.5 |
1,498.8 |
|
| S4 |
1,453.8 |
1,462.8 |
1,494.5 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,559.3 |
1,549.5 |
1,515.5 |
|
| R3 |
1,542.3 |
1,532.8 |
1,510.8 |
|
| R2 |
1,525.3 |
1,525.3 |
1,509.3 |
|
| R1 |
1,515.8 |
1,515.8 |
1,507.8 |
1,512.0 |
| PP |
1,508.5 |
1,508.5 |
1,508.5 |
1,506.5 |
| S1 |
1,498.8 |
1,498.8 |
1,504.8 |
1,495.3 |
| S2 |
1,491.5 |
1,491.5 |
1,503.0 |
|
| S3 |
1,474.8 |
1,482.0 |
1,501.5 |
|
| S4 |
1,457.8 |
1,465.0 |
1,497.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,514.5 |
1,491.8 |
22.7 |
1.5% |
12.3 |
0.8% |
50% |
False |
True |
34,621 |
| 10 |
1,518.0 |
1,491.8 |
26.2 |
1.7% |
11.0 |
0.7% |
43% |
False |
True |
32,132 |
| 20 |
1,518.0 |
1,438.5 |
79.5 |
5.3% |
12.8 |
0.9% |
81% |
False |
False |
40,522 |
| 40 |
1,518.0 |
1,365.6 |
152.4 |
10.1% |
11.8 |
0.8% |
90% |
False |
False |
34,486 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.8 |
0.8% |
91% |
False |
False |
22,999 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.0 |
0.7% |
91% |
False |
False |
17,261 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
9.3 |
0.6% |
91% |
False |
False |
13,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.3 |
|
2.618 |
1,548.5 |
|
1.618 |
1,533.0 |
|
1.000 |
1,523.3 |
|
0.618 |
1,517.3 |
|
HIGH |
1,507.5 |
|
0.618 |
1,501.5 |
|
0.500 |
1,499.8 |
|
0.382 |
1,497.8 |
|
LOW |
1,491.8 |
|
0.618 |
1,482.0 |
|
1.000 |
1,476.0 |
|
1.618 |
1,466.5 |
|
2.618 |
1,450.8 |
|
4.250 |
1,425.0 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,502.0 |
1,502.5 |
| PP |
1,500.8 |
1,501.8 |
| S1 |
1,499.8 |
1,501.0 |
|